+8,091.1%
WFC vs CASY
+33,031.0%
-24,940.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | +5.2% | +8.7% | -3.5% | +2.7% |
| 3M | -3.0% | -17.3% | +14.3% | +1.3% |
| 6M | +6.2% | -19.7% | +25.9% | +10.6% |
| YTD | -7.9% | +24.8% | -32.7% | -15.8% |
| 1Y | +0.3% | +31.9% | -31.6% | -9.9% |
| 3Y | +117.7% | +155.4% | -37.7% | +58.2% |
| 5Y | +88.4% | +250.6% | -162.2% | +23.5% |
| 10Y | +147.3% | +556.8% | -409.6% | +35.3% |
| All | +8,091.1% | +33,031.0% | -24,940.0% | +1,770.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling